+5,680.3%
SNPS vs GIS
+621.8%
+5,058.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.2% |
| 7D | +1.1% | -3.4% | +4.4% | +1.8% |
| 30D | -5.2% | +6.9% | -12.0% | -7.1% |
| 3M | +10.6% | -10.1% | +20.7% | +12.5% |
| 6M | -10.6% | +5.9% | -16.5% | -13.1% |
| YTD | -3.1% | -21.1% | +18.0% | +0.9% |
| 1Y | +15.6% | -22.5% | +38.0% | +20.7% |
| 3Y | -12.9% | -39.0% | +26.0% | -5.1% |
| 5Y | +31.2% | -33.3% | +64.5% | +36.1% |
| 10Y | +663.4% | -17.0% | +680.4% | +613.6% |
| All | +5,680.3% | +621.8% | +5,058.5% | +2,401.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling